|
ScenarioSM Study for March Copper(CMX) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 43 | 43 | 43 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 19 | 19 | 30 | 23 | 23 | 19 | 22 | 27 | 26 | 23 | |
Exceeded High | 17 | 14 | 18 | 21 | 19 | 16 | 14 | 20 | 24 | 23 | 20 | |
Scenario Percentage | 71% | 74% | 95% | 70% | 83% | 70% | 74% | 91% | 89% | 88% | 87% | |
Avg Max Increase | 9.13% | 9.13% | 9.67% | 8.12% | 10.55% | 13.85% | 13.76% | 11.52% | 12.75% | 14.48% | 7.91% | |
Max Increase | 22.59% | 24.85% | 30.92% | 19.95% | 26.95% | 42.58% | 62.39% | 35.25% | 39.26% | 43.44% | 22.18% | |
Avg Days To Max Increase | 16 | 21 | 19 | 17 | 21 | 20 | 20 | 19 | 17 | 17 | 17 | |
Avg Max Decline | -2.51% | -2.04% | -1.30% | -2.74% | -3.53% | -3.05% | -2.55% | -4.07% | -2.20% | -3.33% | -1.82% | |
Max Decline | -14.06% | -8.82% | -5.01% | -15.30% | -9.82% | -10.21% | -14.81% | -10.31% | -8.88% | -13.65% | -8.10% | |
Avg Days to Max Decline | 7 | 9 | 5 | 11 | 13 | 9 | 9 | 9 | 8 | 9 | 4 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.